1

ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES

Year:
2011
Language:
english
File:
PDF, 397 KB
english, 2011
6

Robust Asset Allocation with Benchmarked Objectives

Year:
2008
Language:
english
File:
PDF, 501 KB
english, 2008
7

Optimal risk transfer for agents with germs

Year:
2010
Language:
english
File:
PDF, 783 KB
english, 2010
12

Relative Entropy, Exponential Utility, and Robust Dynamic Pricing

Year:
2007
Language:
english
File:
PDF, 3.06 MB
english, 2007
21

Robust Multi-Product Pricing

Year:
2008
Language:
english
File:
PDF, 473 KB
english, 2008